search for: spearot

...that has the ability to estimate a Tobit model allowing for heteroskedasticity (multiplicative, for example). Am I missing something in survReg? Is there another package that I'm unaware of? Is there an add-on package that will test for heteroskedasticity? Thanks for your help. Cheers, Alan Spearot -- Alan Spearot Department of Economics University of Wisconsin - Madison acspearot@wisc.edu [[alternative HTML version deleted]]

...egression, it give me a "cannot allocate ___" error. I've been able to get around time-demeaning over one large group, but since I have two, it doesn't work in the correct way. Is there a more efficient way to handling a model matrix this large in R? Thanks for your help. Alan Spearot [[alternative HTML version deleted]]

Does anybody have any suggestions regarding applying standard regression packages lm(), hccm(), and others within a parallel environment? Most of the packages I've found only deal with iterative processes (bootstrap) or simple linear algebra. While the latter might help, I'd rather not program the estimation code. I'm currently using a IA-64 Teragrid system through UC San Diego.